Asset allocation in markets with contagion The interplay between volatilities, jump intesifies, and correlations.

Asset allocation in markets with contagion The interplay between volatilities, jump intesifies, and correlations.

Opis bibliograficzny
Wydane w:Review of financial economics V. 23, 1-3 (2013).
1. autor: Konermann, Patrick
Format: Artykuł
Język:English
Hasła przedmiotowe:
Konermann, Patrick.
Markov analysis.
Risk aversion.
Hedging.
Volatility.